+486.7%
GS vs MUB
+20.5%
+466.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -3.2% | +0.7% | -3.9% | -3.9% |
| 30D | -2.4% | +4.4% | -6.8% | -6.8% |
| 3M | -15.7% | -0.4% | -15.3% | -15.3% |
| 6M | -6.8% | -0.9% | -5.9% | -5.8% |
| YTD | -0.1% | +0.1% | -0.1% | 0.0% |
| 1Y | +12.1% | +0.5% | +11.6% | +11.7% |
| 3Y | +185.8% | +11.7% | +174.1% | +153.3% |
| 5Y | +140.1% | +3.2% | +136.9% | +131.8% |
| All | +486.7% | +20.5% | +466.2% | +618.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling